Goodness-of-fit tests for copulas: A review and a power study (Q127473)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness-of-fit tests for copulas: A review and a power study |
scientific article |
Statements
44
0 references
2
0 references
199-213
0 references
April 2009
0 references
12 May 2009
0 references
Goodness-of-fit tests for copulas: A review and a power study (English)
0 references
Anderson-Darling statistic
0 references
copula
0 references
Cramér-von Mises statistic
0 references
Gaussian process
0 references
goodness-of-fit
0 references
Kendall's tau
0 references
Kolmogorov-Smirnov statistic
0 references
Monte Carlo simulation
0 references
parametric bootstrap
0 references
power study
0 references
pseudo-observations
0 references
\(P\)-values
0 references
0 references
0 references
0 references
0 references
0 references
0 references
